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We consider control-constrained linear-quadratic optimal control problems on evolving surfaces. In order to formulate well-posed problems, we prove existence and uniqueness of weak solutions for the state equation, in the sense of…

Optimization and Control · Mathematics 2015-03-19 Morten Vierling

In this paper, we analyze optimal control problems governed by semilinear parabolic equations. Box constraints for the controls are imposed and the cost functional involves the state and possibly a sparsity-promoting term, but not a…

Optimization and Control · Mathematics 2022-05-18 Eduardo Casas , Mariano Mateos

Model predictive control (MPC) for linear dynamical systems requires solving an optimal control structured quadratic program (QP) at each sampling instant. This paper proposes a primal active-set strategy (PRESAS) for the efficient solution…

Optimization and Control · Mathematics 2020-07-14 Rien Quirynen , Stefano Di Cairano

Stationary iterative methods with a symmetric splitting matrix are performed as inner-iteration preconditioning for Krylov subspace methods. We give conditions such that the inner-iteration preconditioning matrix is definite, and show that…

Numerical Analysis · Mathematics 2019-05-20 Keiichi Morikuni

Preconditioning is essential in iterative methods for solving linear systems. It is also the implicit objective in updating approximations of Jacobians in optimization methods, e.g.,in quasi-Newton methods. Motivated by the latter, we study…

Numerical Analysis · Mathematics 2024-12-24 Woosuk L. Jung , David Torregrosa-Belén , Henry Wolkowicz

Numerical solution of discrete PDEs corresponding to saddle point problems is highly relevant to physical systems such as Stokes flow. However, scaling up numerical solvers for such systems is often met with challenges in efficiency and…

Numerical Analysis · Mathematics 2024-08-23 Yutian Tao , Eftychios Sifakis

Preconditioning of a linear system obtained from spectral discretization of time-dependent PDEs often results in a full matrix which is expensive to compute and store specially when the problem size increases. A matrix-free implementation…

Statistics Theory · Mathematics 2016-06-09 A. Ghasemi , L. K. Taylor

The coupled Darcy-Stokes problem is widely used for modeling fluid transport in physical systems consisting of a porous part and a free part. In this work we consider preconditioners for monolitic solution algorithms of the coupled…

Numerical Analysis · Mathematics 2020-01-17 Karl Erik Holter , Miroslav Kuchta , Kent-Andre Mardal

Primal-Dual Hybrid Gradient (PDHG) and Alternating Direction Method of Multipliers (ADMM) are two widely-used first-order optimization methods. They reduce a difficult problem to simple subproblems, so they are easy to implement and have…

Optimization and Control · Mathematics 2019-09-10 Yanli Liu , Yunbei Xu , Wotao Yin

Efficient solution of the lowest eigenmodes is studied for a family of related eigenvalue problems with common $2\times 2$ block structure. It is assumed that the upper diagonal block varies between different versions while the lower…

Numerical Analysis · Mathematics 2020-06-19 Antti Hannukainen , Jarmo Malinen , Antti Ojalammi

We present a study of the effectiveness of asynchronous incomplete LU factorization preconditioners for the time-implicit solution of compressible flow problems while exploiting thread-parallelism within a compute node. A block variant of…

Numerical Analysis · Mathematics 2020-10-06 Aditya Kashi , Siva Nadarajah

We present a Calder\'on preconditioning scheme for the symmetric formulation of the forward electroencephalographic (EEG) problem that cures both the dense discretization and the high-contrast breakdown. Unlike existing Calder\'on schemes…

Numerical Analysis · Mathematics 2023-08-16 Viviana Giunzioni , John E. Ortiz G. , Adrien Merlini , Simon B. Adrian , Francesco P. Andriulli

A unified framework for fourth-order semilinear problems with trilinear nonlinearity and general source allows for quasi-best approximation with lowest-order finite element methods. This paper establishes the stability and a priori error…

Numerical Analysis · Mathematics 2023-05-23 Carsten Carstensen , Neela Nataraj , Gopikrishnan C. Remesan , Devika Shylaja

A finite element analysis of a Dirichlet boundary control problem governed by the linear parabolic equation is presented in this article. The Dirichlet control is considered in a closed and convex subset of the energy space $H^1(\Omega…

Numerical Analysis · Mathematics 2021-11-04 Thirupathi Gudi , Gouranga Mallik , Ramesh Ch. Sau

A block lower triangular Toeplitz system arising from time-space fractional diffusion equation is discussed. For efficient solutions of such the linear system, the preconditioned biconjugate gradient stabilized method and flexible general…

Numerical Analysis · Mathematics 2019-05-28 Yong-Liang Zhao , Pei-Yong Zhu , Xian-Ming Gu , Xi-Le Zhao , Jianxiong Cao

The solution of a sparse system of linear equations is ubiquitous in scientific applications. Iterative methods, such as the Preconditioned Conjugate Gradient method (PCG), are normally chosen over direct methods due to memory and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-04 Joshua Dennis Booth , Hongyang Sun , Trevor Garnett

We present a new short-recurrence reaidual-optimal Krylov subspace recycling method for sequences of Hermitian systems of linear equations with a fixed system matrix and changing right-hand sides. Such sequences of linear systems occur…

Numerical Analysis · Mathematics 2016-04-15 Martin Peter Neuenhofen , Sven Groß

The Morse-Ingard equations of thermoacoustics are a system of coupled time-harmonic equations for the temperature and pressure of an excited gas. They form a critical aspect of modeling trace gas sensors. In this paper, we analyze a…

Numerical Analysis · Mathematics 2019-11-26 Peter Coogan , Robert C. Kirby

We extend the convergence analysis for methods solving PDE-constrained optimal control problems containing both discrete and continuous control decisions based on relaxation and rounding strategies to the class of first order semilinear…

Optimization and Control · Mathematics 2015-09-15 Falk M. Hante

We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…

Numerical Analysis · Mathematics 2021-03-24 Martin Neumuller , Iain Smears